Pages that link to "Item:Q4531055"

The following pages link to High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (Q4531055):

Displaying 38 items.

• Generalized method of trimmed moments (Q254204) (← links)
• Robust efficient method of moments (Q265015) (← links)
• Robust GMM tests for structural breaks (Q265111) (← links)
• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
• \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
• Robust subsampling (Q738145) (← links)
• Efficient robust estimation of time-series regression models. (Q834023) (← links)
• Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes (Q834291) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Robust estimates for GARCH models (Q935425) (← links)
• A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
• Robust estimation of dimension reduction space (Q1010389) (← links)
• Smoothed L-estimation of regression function (Q1023886) (← links)
• A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
• Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
• Outliers and GARCH models in financial data (Q1927757) (← links)
• Testing the existence of moments for GARCH processes (Q2116322) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
• Robust M-estimation of multivariate GARCH models (Q2445701) (← links)
• Wavelet-based detection of outliers in financial time series (Q2445711) (← links)
• Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
• Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
• GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
• The effects of outliers on two nonlinearity tests (Q4784252) (← links)
• A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
• (Q5290309) (← links)
• Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
• Forecasting volatility in GARCH models with additive outliers (Q5440098) (← links)
• AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
• Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261) (← links)
• Quantitative robustness of instance ranking problems (Q6175812) (← links)